+86.8%
WFC vs URA
+33.4%
+53.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.3% |
| 7D | +1.2% | -4.1% | +5.4% | +2.1% |
| 30D | +5.2% | -19.0% | +24.2% | +9.6% |
| 3M | -3.0% | -25.1% | +22.1% | +2.2% |
| 6M | +6.2% | -44.5% | +50.7% | +18.6% |
| YTD | -7.9% | -24.3% | +16.4% | -5.8% |
| 1Y | +0.3% | -28.1% | +28.4% | +3.6% |
| 3Y | +117.7% | +40.7% | +77.1% | +79.4% |
| All | +86.8% | +33.4% | +53.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling